Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,297.08 |
10,153.48 |
-143.60 |
-1.4% |
10,452.46 |
High |
10,298.06 |
10,202.91 |
-95.15 |
-0.9% |
10,594.16 |
Low |
10,128.85 |
10,081.08 |
-47.77 |
-0.5% |
10,081.08 |
Close |
10,152.80 |
10,143.81 |
-8.99 |
-0.1% |
10,143.81 |
Range |
169.21 |
121.83 |
-47.38 |
-28.0% |
513.08 |
ATR |
187.34 |
182.66 |
-4.68 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,508.09 |
10,447.78 |
10,210.82 |
|
R3 |
10,386.26 |
10,325.95 |
10,177.31 |
|
R2 |
10,264.43 |
10,264.43 |
10,166.15 |
|
R1 |
10,204.12 |
10,204.12 |
10,154.98 |
10,173.36 |
PP |
10,142.60 |
10,142.60 |
10,142.60 |
10,127.22 |
S1 |
10,082.29 |
10,082.29 |
10,132.64 |
10,051.53 |
S2 |
10,020.77 |
10,020.77 |
10,121.47 |
|
S3 |
9,898.94 |
9,960.46 |
10,110.31 |
|
S4 |
9,777.11 |
9,838.63 |
10,076.80 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.26 |
11,491.11 |
10,426.00 |
|
R3 |
11,299.18 |
10,978.03 |
10,284.91 |
|
R2 |
10,786.10 |
10,786.10 |
10,237.87 |
|
R1 |
10,464.95 |
10,464.95 |
10,190.84 |
10,368.99 |
PP |
10,273.02 |
10,273.02 |
10,273.02 |
10,225.03 |
S1 |
9,951.87 |
9,951.87 |
10,096.78 |
9,855.91 |
S2 |
9,759.94 |
9,759.94 |
10,049.75 |
|
S3 |
9,246.86 |
9,438.79 |
10,002.71 |
|
S4 |
8,733.78 |
8,925.71 |
9,861.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,594.16 |
10,081.08 |
513.08 |
5.1% |
168.12 |
1.7% |
12% |
False |
True |
|
10 |
10,594.16 |
10,081.08 |
513.08 |
5.1% |
147.64 |
1.5% |
12% |
False |
True |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.2% |
177.73 |
1.8% |
46% |
False |
False |
|
40 |
11,197.93 |
9,757.55 |
1,440.38 |
14.2% |
228.55 |
2.3% |
27% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
186.93 |
1.8% |
26% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
161.04 |
1.6% |
26% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
155.22 |
1.5% |
26% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
151.04 |
1.5% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,720.69 |
2.618 |
10,521.86 |
1.618 |
10,400.03 |
1.000 |
10,324.74 |
0.618 |
10,278.20 |
HIGH |
10,202.91 |
0.618 |
10,156.37 |
0.500 |
10,142.00 |
0.382 |
10,127.62 |
LOW |
10,081.08 |
0.618 |
10,005.79 |
1.000 |
9,959.25 |
1.618 |
9,883.96 |
2.618 |
9,762.13 |
4.250 |
9,563.30 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,143.21 |
10,224.56 |
PP |
10,142.60 |
10,197.64 |
S1 |
10,142.00 |
10,170.73 |
|